For , the Lipschitz condition givesChoose so that . Then is a contraction mapping. The space is complete in the sup norm, and therefore also in the equivalent weighted norm.
For initial value , defineIt has the same contraction constant. The Banach fixed-point theorem gives a unique fixed point , which satisfies the integral equation. The fundamental theorem of calculus then givesConversely every solution satisfies that integral equation, proving uniqueness on . This weighted-norm argument is the Bielecki norm method.
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